Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52105.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47944.28 Kr¶

PnL: ---------------------------------------> -982.22 Kr¶

DD now: ---------------------------------> -1.91 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:13:31.419311'

Anic Portfolio¶

Today¶

Return: -0.402 %¶

This Week¶

Return: -0.402 %¶

Total portfolio value¶

Return including deposits: 70.581 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.100000 874.500000 29.500000 3.490000 845.000001
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Svolder B 35 1.790000 2194.500000 21.000000 0.970000 2173.500000
BHG Group 49 -5.340000 659.540000 20.540000 3.210000 638.999984
Biotage 4 0.710000 622.800000 19.800000 3.280000 603.000000
Addtech B 3 2.050000 717.600000 17.600000 2.510000 699.999999
Vitrolife 3 2.750000 694.200000 17.200000 2.540000 677.000001
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Embracer Group B 26 -0.230000 672.490000 10.490000 1.580000 661.999988
Indutrade 5 1.410000 1329.000000 9.000000 0.680000 1320.000000
Sdiptech B 3 0.140000 830.400000 8.400000 1.020000 822.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Fortnox 10 3.960000 672.600000 4.600000 0.690000 668.000000
Nolato B 12 -1.000000 651.600000 3.600000 0.560000 648.000000
Latour B 2 1.480000 452.600000 3.600000 0.800000 449.000000
NCC B 7 -0.690000 654.150000 0.150000 0.020000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Volati 5 -3.540000 572.000000 -2.000000 -0.350000 574.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Lime Technologies 2 -0.840000 589.000000 -4.000000 -0.670000 593.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
BONESUPPORT HOLDING 10 -1.220000 1218.000000 -6.000000 -0.490000 1224.000000
Investor B 3 0.390000 648.150000 -9.850000 -1.500000 657.999999
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 0.880000 2480.640000 -56.360000 -2.220000 2537.000032
Creades A 7 1.360000 549.150000 -61.850000 -10.120000 610.999998
Lundin Gold 7 0.150000 911.400000 -62.600000 -6.430000 973.999999
Investor A 16 0.280000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 -0.690000 3792.400000 -123.600000 -3.160000 3916.000000
Sedana Medical 135 -5.360000 4193.100000 -137.900000 -3.180000 4330.999935
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.480000 2567.800000 -399.200000 -13.450000 2966.999993
TOTAL 47960.320000 -966.180000 -1.8764% 48926.499863

Updated:¶

'2023-06-13 16:13:12.364101'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶